Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,460.0 |
3,421.0 |
-39.0 |
-1.1% |
3,380.0 |
High |
3,462.0 |
3,426.0 |
-36.0 |
-1.0% |
3,474.0 |
Low |
3,399.0 |
3,381.0 |
-18.0 |
-0.5% |
3,368.0 |
Close |
3,405.0 |
3,413.0 |
8.0 |
0.2% |
3,455.0 |
Range |
63.0 |
45.0 |
-18.0 |
-28.6% |
106.0 |
ATR |
56.3 |
55.5 |
-0.8 |
-1.4% |
0.0 |
Volume |
0 |
104 |
104 |
|
55,043 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,541.7 |
3,522.3 |
3,437.8 |
|
R3 |
3,496.7 |
3,477.3 |
3,425.4 |
|
R2 |
3,451.7 |
3,451.7 |
3,421.3 |
|
R1 |
3,432.3 |
3,432.3 |
3,417.1 |
3,419.5 |
PP |
3,406.7 |
3,406.7 |
3,406.7 |
3,400.3 |
S1 |
3,387.3 |
3,387.3 |
3,408.9 |
3,374.5 |
S2 |
3,361.7 |
3,361.7 |
3,404.8 |
|
S3 |
3,316.7 |
3,342.3 |
3,400.6 |
|
S4 |
3,271.7 |
3,297.3 |
3,388.3 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,750.3 |
3,708.7 |
3,513.3 |
|
R3 |
3,644.3 |
3,602.7 |
3,484.2 |
|
R2 |
3,538.3 |
3,538.3 |
3,474.4 |
|
R1 |
3,496.7 |
3,496.7 |
3,464.7 |
3,517.5 |
PP |
3,432.3 |
3,432.3 |
3,432.3 |
3,442.8 |
S1 |
3,390.7 |
3,390.7 |
3,445.3 |
3,411.5 |
S2 |
3,326.3 |
3,326.3 |
3,435.6 |
|
S3 |
3,220.3 |
3,284.7 |
3,425.9 |
|
S4 |
3,114.3 |
3,178.7 |
3,396.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,474.0 |
3,381.0 |
93.0 |
2.7% |
51.6 |
1.5% |
34% |
False |
True |
9,149 |
10 |
3,474.0 |
3,368.0 |
106.0 |
3.1% |
49.3 |
1.4% |
42% |
False |
False |
5,572 |
20 |
3,474.0 |
3,167.0 |
307.0 |
9.0% |
48.7 |
1.4% |
80% |
False |
False |
9,519 |
40 |
3,474.0 |
2,969.0 |
505.0 |
14.8% |
57.5 |
1.7% |
88% |
False |
False |
7,997 |
60 |
3,474.0 |
2,969.0 |
505.0 |
14.8% |
56.5 |
1.7% |
88% |
False |
False |
5,405 |
80 |
3,664.0 |
2,969.0 |
695.0 |
20.4% |
44.4 |
1.3% |
64% |
False |
False |
4,083 |
100 |
3,679.0 |
2,969.0 |
710.0 |
20.8% |
38.6 |
1.1% |
63% |
False |
False |
3,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,617.3 |
2.618 |
3,543.8 |
1.618 |
3,498.8 |
1.000 |
3,471.0 |
0.618 |
3,453.8 |
HIGH |
3,426.0 |
0.618 |
3,408.8 |
0.500 |
3,403.5 |
0.382 |
3,398.2 |
LOW |
3,381.0 |
0.618 |
3,353.2 |
1.000 |
3,336.0 |
1.618 |
3,308.2 |
2.618 |
3,263.2 |
4.250 |
3,189.8 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,409.8 |
3,427.5 |
PP |
3,406.7 |
3,422.7 |
S1 |
3,403.5 |
3,417.8 |
|